Time varing behavior of credit risks and the macroeconomic environment

Abstract

In this research, the effect of realized and optimal credit risks status of accepted banks in Tehran Stock Exchange in different periods and in different time conditions, during the periods 2005-2017, has been investigated. The results of  the research hypotheses  show that   the calculated optimal credit risk is a function of time and an optimal level of credit risk should be selected according to the time examined.It is worth noting that in the course of explanatory variables have a significant effect on credit risk, the rate of return on assets and return of equity also has a positive effect on credit risk.